+2,581.4%
MULL vs DVA
+18.4%
+2,563.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.3% |
| 7D | +14.8% | +2.0% | +12.8% | +14.7% |
| 30D | +36.6% | -0.4% | +36.9% | +36.6% |
| 3M | -8.9% | -7.7% | -1.2% | -10.1% |
| 6M | +311.9% | +20.0% | +292.0% | +287.8% |
| YTD | +579.8% | +61.1% | +518.8% | +508.8% |
| 1Y | +2,421.5% | +33.9% | +2,387.7% | +2,338.4% |
| All | +2,581.4% | +18.4% | +2,563.0% | +2,392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling